1536 search results for "regression"

That damn R-squared !

September 7, 2012
By
That damn R-squared !

Another post about the R-squared coefficient, and about why, after some years teaching econometrics, I still hate when students ask questions about it. Usually, it starts with "I have a _____ R-squared... isn't it too low ?" Please, feel free to fi...

Read more »

Inference and autoregressive processes

September 6, 2012
By
Inference and autoregressive processes

Consider a (stationary) autoregressive process, say of order 2, for some white noise with variance . Here is a code to generate such a process, > phi1=.5 > phi2=-.4 > sigma=1.5 > set.seed(1) > n=240 > WN=rnorm(n,sd=sigma) > ...

Read more »

Visually weighted/ Watercolor Plots, new variants: Please vote!

September 6, 2012
By
Visually weighted/ Watercolor Plots, new variants: Please vote!

Update Oct-23: Added a new parameter add to the function. Now multiple groups can be plotted in a single plot (see example in my comment) As a follow-up on my R implementation of Solomon’s watercolor plots, I made some improvements to the function. I fine-tuned the graphical parameters (the median smoother line now diminishes faster

Read more »

Near-instant high quality graphs in R

September 5, 2012
By
Near-instant high quality graphs in R

One of the main attractions of R (for me) is the ability to produce high quality graphics that look just the way you want them to. The basic plot functions are generally excellent for exploratory work and for getting to know your data. Most packages have additional functions for appropriate exploratory work or for summarizing

Read more »

Amazing fMRI plots for everybody!

September 5, 2012
By
Amazing fMRI plots for everybody!

Dear valued customer, it is a well-known scientific truth that research results which are accompanied by a fancy, colorful fMRI scan, are perceived as more believable and more persuasive than simple bar graphs or text results (McCabe & Castel, 2007; Weisberg, Keil, Goodstein, Rawson, & Gray, 2008). Readers even agree more with fictitious and unsubstantiated

Read more »

BMR: Bayesian Macroeconometrics in R

September 4, 2012
By
BMR: Bayesian Macroeconometrics in R

The recently released BMR package, short for Bayesian Macroeconometrics with R, provides a comprehensive set of powerful routines that estimate Bayesian Vector Autoregression (VAR) and Dynamic Stochastic General Equilibrium (DSGE) models in R. The procedure of estimating both Bayesian VAR and DSGE models can represent a great computational burden. However, BMR removes a lot of

Read more »

Descriptive statistics of some Agile feature characteristics

September 2, 2012
By
Descriptive statistics of some Agile feature characteristics

The purpose of software engineering research is to figure out how software development works so that the software industry can improve its quality/timeliness (i.e., lower costs and improved customer satisfaction). Research is hampered by the fact that companies are not usually willing to make public good quality data about the details of their software development

Read more »

New Attribution Functions for PortfolioAnalytics

September 1, 2012
By
New Attribution Functions for PortfolioAnalytics

Another Google Summer of Code (GSoC) project this summer focused on creating functions for doing returns-based performance attribution. I’ve always been a little puzzled about why this functionality wasn’t covered already, but I think that most analysts do this kind of work in Excel. That, of course, has its own perils. But beyond the workflow

Read more »

RStan: Fast, multilevel Bayesian modeling in R

August 31, 2012
By

For the last decade or so, the go-to software for Bayesian statisticians has been BUGS (and later the open-source incarnation, OpenBugs, or JAGS). BUGS is used for multi-level modeling: using a specialized notation, you can define random variables of various distributions, set Bayesian priors for their parameters, and create the network of relationships that describe how the random variables...

Read more »

Another bunch of R (and JAGS) scripts

August 31, 2012
By
Another bunch of R (and JAGS) scripts

Probably sooner than I expected, I have managed to also upload the codes for the examples in Chapter 5 of the book, which deals with doing Bayesian health economic evaluations. Basically, there are 3 examples, which sort of represent the main clas...

Read more »